+162.3%
CVE vs RY
+373.9%
-211.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.5% |
| 7D | +2.5% | +3.1% | -0.6% | -1.3% |
| 30D | +16.7% | -0.3% | +17.1% | +16.7% |
| 3M | +9.3% | +8.7% | +0.6% | -2.7% |
| 6M | +43.6% | +28.5% | +15.1% | +2.6% |
| YTD | +93.6% | +25.1% | +68.5% | +42.4% |
| 1Y | +98.8% | +46.3% | +52.5% | +19.4% |
| 3Y | +73.6% | +154.9% | -81.3% | -52.0% |
| 5Y | +312.5% | +140.3% | +172.2% | +22.3% |
| All | +162.3% | +373.9% | -211.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling